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1992
DOI: 10.1103/physrevlett.68.2718
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Optimal paths and the prehistory problem for large fluctuations in noise-driven systems

Abstract: A prehistory problem is formulated for large occasional fluctuations in noise-driven systems. It has been studied theoretically and experimentally, thereby illuminating the concept of optimal paths and making it possible to visualize and investigate them. The prehistory probability distribution measured for a white-noise-driven system, taken as an example, is shown to be in agreement with the theory. PACS numbers: 05.40.+J, 02.50,+s, 05.20.-y Fluctuations in physical systems can often be viewed [1] as arising … Show more

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Cited by 145 publications
(189 citation statements)
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“…When noise is present in the system, a rare, large fluctuation may drag the system away from an initial stationary state to the basin of attraction of the opposite mode. It is known from the theory of stochastic transitions in nonlinear systems that in the limit of small noise strength a transition takes place in a ballistic way along a most probable escape path (MPEP) which can be calculated by solving an auxiliary Hamiltonian system [17]. As our arguments rely only on the topological features of the system, an exact calculation of the MPEP is not required.…”
Section: (G)-(i) Four Stationary Solutions Exist For Eqs (3)-(4)mentioning
confidence: 99%
“…When noise is present in the system, a rare, large fluctuation may drag the system away from an initial stationary state to the basin of attraction of the opposite mode. It is known from the theory of stochastic transitions in nonlinear systems that in the limit of small noise strength a transition takes place in a ballistic way along a most probable escape path (MPEP) which can be calculated by solving an auxiliary Hamiltonian system [17]. As our arguments rely only on the topological features of the system, an exact calculation of the MPEP is not required.…”
Section: (G)-(i) Four Stationary Solutions Exist For Eqs (3)-(4)mentioning
confidence: 99%
“…As discussed above, in any diffusion step the mover is initially set to the crossing point of the next plane along the global search path and the vector r ជ final i Ϫr ជ current i . Therefore, the mover will be always focused back onto the global search direction so that the search path cannot diverge which is the major difficulty in another study 5 …”
Section: Finding True Diffusion Barriers By the Projected Conjugate Gmentioning
confidence: 99%
“…In particular, it has been unclear whether or not there exists a unique optimal path along which escape from a chaotic attractor takes place. Theoretical predictions of the character of the optimal path distribution near a chaotic attractor do not yet exist.It has been established that fluctuational dynamics can be investigated directly through measurements of the so-called prehistory probability distribution of fluctuations [5,6], making it possible to examine situations for which the use of analytic methods still remains problematic. We have applied this technique to experimental investigations of noise-induced escape from a quasi-attractor and from the Lorenz attractor.…”
mentioning
confidence: 99%
“…It has been established that fluctuational dynamics can be investigated directly through measurements of the so-called prehistory probability distribution of fluctuations [5,6], making it possible to examine situations for which the use of analytic methods still remains problematic. We have applied this technique to experimental investigations of noise-induced escape from a quasi-attractor and from the Lorenz attractor.…”
mentioning
confidence: 99%
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